SciELO - Brasil - Use of radial basis functions for meshless numerical solutions applied to financial engineering barrier options Use of radial basis functions for meshless numerical solutions applied to financial engineering
Barrier Option Pricing
Barrier option valuation with binomial model Binomial model Barrier options Formulas Application. - ppt download
Barrier Option Pricing within the Black-Scholes Model - Wolfram Demonstrations Project
Pricing Double Barrier Options
Rebate Barrier Option Definition
Barrier Option Pricing within the Black-Scholes Model - Wolfram Demonstrations Project
black scholes - Derivative: Delta of a Down and Out Call Option with Barrier=Debt(K) - Quantitative Finance Stack Exchange
Pricing Barrier Options with Lattices - Part I - Constant Barriers - CodeProject
Pricing Barrier Options with Lattices - Part I - Constant Barriers - CodeProject
Options pricing Pricing Knockout exotic options Sudden Death Options Down and out call options
PDF) A simple approach for pricing Black-Scholes barrier options with time-dependent parameters
Monte Carlo Option Pricing - Invest Excel
American Option - an overview | ScienceDirect Topics
programming - Why does the closed formula result for a Barrier option price deviate so strongly from the Monte Carlo approximation? - Quantitative Finance Stack Exchange
The evaluation of barrier option prices under stochastic volatility - ScienceDirect
Pricing barrier options with analytical formulas
barrier - Valuation Down-And-Out Put Option via Rubinstein Closed-Form Solution - Quantitative Finance Stack Exchange
Barrier Option - Overview, How It Works, Classification